-47.0%
CLF vs RVMD
+570.7%
-617.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | +6.5% | -1.2% | +7.7% | +6.7% |
| 30D | +0.2% | +1.1% | -0.8% | 0.0% |
| 3M | -3.1% | +39.6% | -42.7% | -9.0% |
| 6M | +25.0% | +110.7% | -85.7% | +6.3% |
| YTD | -7.5% | +160.3% | -167.7% | -25.5% |
| 1Y | +11.5% | +404.9% | -393.4% | -22.6% |
| 3Y | -13.7% | +545.5% | -559.1% | -45.2% |
| 5Y | -47.0% | +584.7% | -631.7% | -70.3% |
| All | -47.0% | +570.7% | -617.7% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RVMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling